BNP Paribas Put 350 VACN 19.12.2025
/ DE000PC39CR7
BNP Paribas Put 350 VACN 19.12.20.../ DE000PC39CR7 /
18/10/2024 09:49:59 |
Chg.-0.030 |
Bid10:44:49 |
Ask10:44:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-5.26% |
0.520 Bid Size: 31,131 |
0.530 Ask Size: 31,131 |
VAT GROUP N |
350.00 CHF |
19/12/2025 |
Put |
Master data
WKN: |
PC39CR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.37 |
Parity: |
-0.17 |
Time value: |
0.55 |
Break-even: |
318.14 |
Moneyness: |
0.96 |
Premium: |
0.18 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
-0.34 |
Theta: |
-0.06 |
Omega: |
-2.42 |
Rho: |
-2.20 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.58% |
1 Month |
|
|
+17.39% |
3 Months |
|
|
+63.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.390 |
1M High / 1M Low: |
0.570 |
0.360 |
6M High / 6M Low: |
0.570 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.466 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.427 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.377 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.50% |
Volatility 6M: |
|
110.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |